Multiplicative Weights Update with Constant Step-Size in Congestion Games: Convergence, Limit Cycles and Chaos

Gerasimos Palaiopanos, Ioannis Panageas, Georgios Piliouras. Multiplicative Weights Update with Constant Step-Size in Congestion Games: Convergence, Limit Cycles and Chaos. In Isabelle Guyon, Ulrike von Luxburg, Samy Bengio, Hanna M. Wallach, Rob Fergus, S. V. N. Vishwanathan, Roman Garnett, editors, Advances in Neural Information Processing Systems 30: Annual Conference on Neural Information Processing Systems 2017, 4-9 December 2017, Long Beach, CA, USA. pages 5874-5884, 2017. [doi]

Abstract

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